[ABE-L] Fwd: [Prof-IM] [IM] Ciclo de Palestras - PPGE-IM/UFRJ - 9 de JULHO

[Maria Eulalia Vares]

Prezados colegas,

A nossa próxima palestra ocorrerá quarta-feira, 9 de JULHO, no horário das
15h30 às 17h00, Local: Laboratório de Sistemas Estocásticos (LSE), Sala
I-044-B, Centro de Tecnologia - UFRJ.

*Palestrante:* Thais Fonseca (IM-UFRJ)

*Título*: Dynamic Clustering of Multivariate Time Series: Modeling
Time-Varying Memberships
*Resumo*: In this talk, I introduce a novel automatic approach for
clustering multivariate time series using Dynamic Linear Models. Unlike
traditional time-series clustering methods that rely on static cluster
memberships, our method allows each time series to evolve and change its
cluster assignment over time. We model the time series as a mixture of
components, where the mixture weights follow a flexible Dirichlet
evolution, enabling smooth and data-driven transitions in cluster
memberships. While full posterior inference can be carried out via Gibbs
sampling, we also propose a more computationally efficient approach for
point estimation, combining Stochastic Expectation-Maximization with
Gradient Descent. To demonstrate the practical value of the method, I
present an application to the well-known Gapminder dataset, showcasing the
model’s ability to capture dynamic clustering patterns in real-world
multivariate time series.

Mais informações:
https://ppge.im.ufrj.br/ciclo-de-palestras-primeiro-semestre-de-2025/
<https://ppge.im.ufrj.br/ciclo-de-palestras-segundo-semestre-de-2025/>

Organizadores: Maria Eulalia Vares e Widemberg S Nobre

Atenciosamente,



-- 
Maria Eulalia Vares
Professora Titular - Instituto de Matemática - UFRJ
Coordenadora do Programa de Pós-Graduação em Estatística
https://ppge.im.ufrj.br/
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